A determinant-free method to simulate the parameters of large Gaussian fields

DOI10.1002/sta4.153MaRDI QIDQ6540521

Louis Ellam, Mark A. Girolami, Heiko Strathmann, Iain Murray

Publication date: 16 May 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

Bayesian inferenceMarkov chain Monte Carlo (MCMC)data augmentationrational approximationsGaussian processes (GPs)Gaussian Markov random fields (GMRFs)

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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